New representations for a semi-Markov chain and related filters (Q6923069)
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scientific article; zbMATH DE number 8099997
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| English | New representations for a semi-Markov chain and related filters |
scientific article; zbMATH DE number 8099997 |
Statements
New representations for a semi-Markov chain and related filters (English)
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30 September 2025
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discrete-time
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semi-Markov models
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filters
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smoothers
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martingales
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change of probability measure
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filter-based (online) and smoother-based (offline) EM algorithms
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